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VBR vs. VB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VBR vs. VB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Value ETF (VBR) and Vanguard Small-Cap ETF (VB). The values are adjusted to include any dividend payments, if applicable.

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VBR vs. VB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VBR
Vanguard Small-Cap Value ETF
3.17%9.09%12.40%16.00%-9.38%28.08%5.90%22.78%-12.28%11.81%
VB
Vanguard Small-Cap ETF
1.92%8.87%14.17%18.22%-17.51%17.57%19.19%27.34%-9.34%16.26%

Returns By Period

In the year-to-date period, VBR achieves a 3.17% return, which is significantly higher than VB's 1.92% return. Both investments have delivered pretty close results over the past 10 years, with VBR having a 10.10% annualized return and VB not far ahead at 10.51%.


VBR

1D
2.34%
1M
-4.96%
YTD
3.17%
6M
5.21%
1Y
18.95%
3Y*
13.42%
5Y*
7.55%
10Y*
10.10%

VB

1D
3.18%
1M
-5.13%
YTD
1.92%
6M
3.76%
1Y
19.75%
3Y*
13.04%
5Y*
5.35%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VBR vs. VB - Expense Ratio Comparison

VBR has a 0.07% expense ratio, which is higher than VB's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VBR vs. VB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VBR
VBR Risk / Return Rank: 5858
Overall Rank
VBR Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VBR Sortino Ratio Rank: 5858
Sortino Ratio Rank
VBR Omega Ratio Rank: 5555
Omega Ratio Rank
VBR Calmar Ratio Rank: 6060
Calmar Ratio Rank
VBR Martin Ratio Rank: 6262
Martin Ratio Rank

VB
VB Risk / Return Rank: 5959
Overall Rank
VB Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VB Sortino Ratio Rank: 5858
Sortino Ratio Rank
VB Omega Ratio Rank: 5555
Omega Ratio Rank
VB Calmar Ratio Rank: 6060
Calmar Ratio Rank
VB Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VBR vs. VB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) and Vanguard Small-Cap ETF (VB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VBRVBDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.91

+0.01

Sortino ratio

Return per unit of downside risk

1.42

1.41

+0.01

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.37

1.39

-0.02

Martin ratio

Return relative to average drawdown

5.64

5.97

-0.33

VBR vs. VB - Sharpe Ratio Comparison

The current VBR Sharpe Ratio is 0.92, which is comparable to the VB Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of VBR and VB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VBRVBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.91

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.26

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.49

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.42

-0.02

Correlation

The correlation between VBR and VB is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VBR vs. VB - Dividend Comparison

VBR's dividend yield for the trailing twelve months is around 1.90%, more than VB's 1.34% yield.


TTM20252024202320222021202020192018201720162015
VBR
Vanguard Small-Cap Value ETF
1.90%1.95%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%
VB
Vanguard Small-Cap ETF
1.34%1.33%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%

Drawdowns

VBR vs. VB - Drawdown Comparison

The maximum VBR drawdown since its inception was -61.98%, roughly equal to the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for VBR and VB.


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Drawdown Indicators


VBRVBDifference

Max Drawdown

Largest peak-to-trough decline

-61.98%

-59.56%

-2.42%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-14.29%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.19%

-28.15%

+3.96%

Max Drawdown (10Y)

Largest decline over 10 years

-45.28%

-42.05%

-3.23%

Current Drawdown

Current decline from peak

-6.13%

-6.08%

-0.05%

Average Drawdown

Average peak-to-trough decline

-8.32%

-8.49%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.32%

+0.12%

Volatility

VBR vs. VB - Volatility Comparison

The current volatility for Vanguard Small-Cap Value ETF (VBR) is 5.50%, while Vanguard Small-Cap ETF (VB) has a volatility of 6.84%. This indicates that VBR experiences smaller price fluctuations and is considered to be less risky than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VBRVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

6.84%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

12.60%

-1.32%

Volatility (1Y)

Calculated over the trailing 1-year period

20.64%

21.86%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.85%

20.78%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

21.40%

+0.33%